INTERNATIONAL PRODUCTS
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,665.5400 | 10772.67 |
| Russell 2000 | 1,608.0580 | 3052.847 |
| HSI | 33,154.1200 | 25396.51 |
| S&P/ASX 200 | 6,050.0230 | 9188.494 |
STRIKE DATE 26/01/2018
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall
Autocall opportunities: Quarterly (First observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: 1.9% Quarterly
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN -5.396% p.a.
ISIN XS1731922073
NEXT POTENTIAL MATURITY DATE 26/01/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,665.5400 | 10772.67 |
| Russell 2000 | 1,608.0580 | 3052.847 |
| HSI | 33,154.1200 | 25396.51 |
| S&P/ASX 200 | 6,050.0230 | 9188.494 |
STRIKE DATE 26/01/2018
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall
Autocall opportunities: Quarterly (First observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: 1.5% Quarterly
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN -5.396% p.a.
ISIN XS1731921935
NEXT POTENTIAL MATURITY DATE 26/01/2024
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 9,482.9600 | 14475.13 |
| OMX Stockholm 30 | 1,604.4880 | 3281.461 |
| S&P/ASX 200 | 6,050.0230 | 9188.494 |
| S&P/TSX 60 | 958.0420 | 2168.34 |
STRIKE DATE 25/01/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall
Autocall Opportunities: Semi-annual (first observation at 24 months)
Autocall Trigger: 100% of initial level
Memory Coupon Rate: 3.25% semi-annual (6.50% annual)
Coupon Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1733290594
NEXT POTENTIAL MATURITY DATE 28/01/2020
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 9,482.9600 | 14475.13 |
| OMX Stockholm 30 | 1,604.4880 | 3281.461 |
| S&P/ASX 200 | 6,050.0230 | 9188.494 |
| S&P/TSX 60 | 958.0420 | 2168.34 |
STRIKE DATE 25/01/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall
Autocall Opportunities: Semi-annual (first observation at 24 months)
Autocall Trigger: 100% of initial level
Memory Coupon Rate: 2.75% semi-annual (5.50% annual)
Coupon Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1733289158
NEXT POTENTIAL MATURITY DATE 28/01/2020
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 9,482.9600 | 14475.13 |
| OMX Stockholm 30 | 1,604.4880 | 3281.461 |
| S&P/ASX 200 | 6,050.0230 | 9188.494 |
| S&P/TSX 60 | 958.0420 | 2168.34 |
STRIKE DATE 25/01/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Classic Autocall
Autocall opportunities: Semi-annual (first observation at 12 months)
Autocall Trigger: 100% of initial level
Snowballing Coupon: 6.75% semi-annual (13.50% annual)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1733291139
NEXT POTENTIAL MATURITY DATE 25/07/2019
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 9,482.9600 | 14475.13 |
| OMX Stockholm 30 | 1,604.4880 | 3281.461 |
| S&P/ASX 200 | 6,050.0230 | 9188.494 |
| S&P/TSX 60 | 958.0420 | 2168.34 |
STRIKE DATE 25/01/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Classic Autocall
Autocall opportunities: Semi-annual (first observation at 12 months)
Autocall Trigger: 100% of initial level
Snowballing Coupon: 5.25% semi-annual (10.50% annual)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1733291642
NEXT POTENTIAL MATURITY DATE 25/07/2019
COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| AstraZeneca | 4,886.0000 | 11708 |
| BP | 501.5000 | 522.4 |
| Centrica | 130.8500 | 154.9 |
| HSBC | 750.3000 | 1525.8 |
STRIKE DATE 01/02/2018
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall
Autocall opportunities: Quarterly (First observation at 3 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: 2% Quarterly (8% p.a.)
Income Trigger: 50% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 8.00% p.a.
ISIN XS1636946383
NEXT POTENTIAL MATURITY DATE 01/02/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Russell 2000 | 1,544.1410 | 3052.847 |
| Eurostoxx 50 | 3,569.9300 | 6545.47 |
| S&P/ASX 200 | 5,969.8920 | 9188.494 |
| HSCEI | 11,475.7200 | 8426.49 |
STRIKE DATE 30/11/2017
RETURN & BARRIERS
Memory Coupon Rate: 3.1% semi-annual (6.2% annual)
Coupon Trigger: 70% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN -4.373% p.a.
ISIN XS1725400664
NEXT POTENTIAL MATURITY DATE 30/11/2023
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Taiwan TAIEX | 10854.09 | 46021.48 |
| Nikkei 225 | 22550.85 | 68308.59 |
| S&P/ASX 200 | 5982.551 | 9188.494 |
| Russell 2000 | 1519.163 | 3052.847 |
STRIKE DATE 24/11/2017
RETURN & BARRIERS
3.20% Semi-Annual memory coupon if above 80%
100% autocall trigger from 24 months
60% Final Level Barrier (European Style)
P.A. RETURN
ISIN XS1641258154
NEXT POTENTIAL MATURITY DATE 25/11/2019
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Russell 2000 | 1519.163 | 3052.847 |
| FTSE 100 | 7409.64 | 10772.67 |
| S&P/ASX 200 | 5982.551 | 9188.494 |
| HSI | 29866.32 | 25396.51 |
STRIKE DATE 24/11/2017
RETURN & BARRIERS
3.5% Semi-Annual memory coupon if above 65%,
100% autocall trigger from 12 months,
60% Final Level Barrier (European Style)
P.A. RETURN -1.618% p.a.
ISIN XS1721158290
NEXT POTENTIAL MATURITY DATE 24/11/2023
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Taiwan TAIEX | 10854.09 | 46021.48 |
| Eurostoxx 50 | 3581.23 | 6545.47 |
| SMI | 9325.6 | 14475.13 |
| S&P/TSX 60 | 954.143 | 2168.34 |
STRIKE DATE 24/11/2017
RETURN & BARRIERS
3.5% Semi-Annual memory coupon if above 65%
100% autocall trigger from 12 months
60% Final Level Barrier (European Style)
P.A. RETURN
ISIN XS1641259632
NEXT POTENTIAL MATURITY DATE 25/11/2019
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Sanofi | 77.45 | 76.43 |
| Total SA | 47.35 | 75.41 |
| Airbus | 85.80 | 212.9 |
STRIKE DATE 24/11/2017
RETURN & BARRIERS
2.52% Qtrly Memory Coupon if all above 70%
100% Autocall Trigger from 24 months
70% Final Level Barrier (European Style)
P.A. RETURN
ISIN XS1631526651
NEXT POTENTIAL MATURITY DATE 15/11/2019
COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Barclays | 188.7500 | 519 |
| BT Group | 249.0000 | 197.05 |
| Centrica | 138.0000 | 154.9 |
STRIKE DATE 23/11/2017
RETURN & BARRIERS
2% quarterly memory coupon if all above 50%
100% autocall trigger from 12 months
50% Final Level Barrier (European Style)
P.A. RETURN -1.1123% p.a.
ISIN XS1631530091
NEXT POTENTIAL MATURITY DATE 23/11/2023
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Taiwan TAIEX | 10687.18 | 46021.48 |
| Nikkei 225 | 22380.01 | 68308.59 |
| S&P/ASX 200 | 5968.746 | 9188.494 |
STRIKE DATE 14/11/2017
RETURN & BARRIERS
1.7% Quarterly if above 80
105% Autocall from 36 months
70% Final Level Barrier (European Style)
P.A. RETURN
ISIN XS1706736979
NEXT POTENTIAL MATURITY DATE 14/11/2020
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Taiwan TAIEX | 10687.18 | 46021.48 |
| Nikkei 225 | 22380.01 | 68308.59 |
| S&P/ASX 200 | 5968.746 | 9188.494 |
STRIKE DATE 14/11/2017
RETURN & BARRIERS
2.1% Quarterly if above 80
105% Autocall from 36 months
70% Final Level Barrier (European Style)
P.A. RETURN
ISIN XS1706733877
NEXT POTENTIAL MATURITY DATE 14/11/2020
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| 178.4600 | 594.97 | |
| Netflix | 192.0200 | 78.24 |
| IBM | 149.1600 | 237.14 |
STRIKE DATE 10/11/2017
RETURN & BARRIERS
10.1% semi-annual if autocalled,
100% Autocall Trigger from 36 months
70% Low Hurdle Trigger on final day
70% Final Level Barrier (European Style)
P.A. RETURN 20.20% p.a.
ISIN XS1717469495
NEXT POTENTIAL MATURITY DATE 10/11/2023
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,432.9900 | 10772.67 |
| Russell 2000 | 1,475.2750 | 3052.847 |
| Eurostoxx 50 | 3,593.7600 | 6545.47 |
STRIKE DATE 10/11/2017
RETURN & BARRIERS
1.6% Quarterly memory coupon if all above 80%
105% autocall from 36 months
70% Final Level Barrier (European Style)
P.A. RETURN
ISIN XS1703932795
NEXT POTENTIAL MATURITY DATE 10/02/2023
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,432.9900 | 10772.67 |
| Russell 2000 | 1,475.2750 | 3052.847 |
| Eurostoxx 50 | 3,593.7600 | 6545.47 |
STRIKE DATE 10/11/2017
RETURN & BARRIERS
1.3% Quarterly memory coupon if all above 80%
105% autocall from 36 months
70% Final Level Barrier (European Style)
P.A. RETURN
ISIN XS1703852332
NEXT POTENTIAL MATURITY DATE 10/02/2023
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,432.9900 | 10772.67 |
| Russell 2000 | 1,475.2750 | 3052.847 |
| Eurostoxx 50 | 3,593.7600 | 6545.47 |
STRIKE DATE 10/11/2017
RETURN & BARRIERS
1.45% Quarterly memory coupon if all above 70%
105% autocall from 36 months
70% Final Level Barrier (European Style)
P.A. RETURN
ISIN XS1703937752
NEXT POTENTIAL MATURITY DATE 10/02/2023
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,432.9900 | 10772.67 |
| Russell 2000 | 1,475.2750 | 3052.847 |
| Eurostoxx 50 | 3,593.7600 | 6545.47 |
STRIKE DATE 10/11/2017
RETURN & BARRIERS
1.15% Quarterly coupons memory if all above 70%
105% autocall from 36 months
70% Final Level Barrier (European Style)
P.A. RETURN
ISIN XS1703852415
NEXT POTENTIAL MATURITY DATE 10/02/2023